?url_ver=Z39.88-2004&rft_id=1411011004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=VALUE+AT+RISK+AND+EXPECTED+RETURNS+OF+PORTFOLIO%0D%0ACOMPANIES+LISTED+ON+LQ45+INDEX%0D%0APERIOD+2013-2016&rft.creator=ADINDA+SALSABILA+%2C+1411011004&rft.subject=HD28+Management.+Industrial+Management&rft.description=The+objective+of+this+study+is+to+investigate+whether+there+is+a+positive+relationship%0D%0Abetween+Value+at+Risk+and+Expected+Portfolio+Returns+in+Indonesia+Stock%0D%0AExchange.+The+population+of+this+study+is+companies+listed+on+LQ45+index+period%0D%0A2013-2016+and+the+sample+is+20+companies+that+meet+the+criteria.+Markowitz%0D%0Amethod+was+used+to+form+65+portfolios+consist+of+2+combination+of+stock+that+has%0D%0Aa+negative+correlation.%0D%0AThe+result+shows+that+there+is+no+positive+relationship+between+Value+at+Risk+and%0D%0AExpected+Portfolio+Returns.+On+the+contrary%2C+the+correlation+coefficient+indicated%0D%0Athat+there+is+a+negative+relationship+between+the+variables%2C+means+that+there+is+an%0D%0Ainverse+relationship+(high+return+low+risk+and+vice+versa).+It+proves+the+assumption%0D%0Aof+a+rational+investor+is+avoiding+risk+(risk+averse).+This+result+is+also+supported+by%0D%0Athe+findings+from+Schroders+Global+Investment+Trends+Survey+2015+which+shows%0D%0Athat+63+percent+of+investors+in+Indonesia+prefer+to+allocate+their+investments+in%0D%0Ainstruments+with+low+and+medium+risk+levels.+However%2C+it+does+not+mean+the%0D%0Aconcept+of+high-risk+high-return+is+not+applicable+in+Indonesia+because+the+result+is%0D%0Anot+significant.%0D%0AKeyword%3A+Value+at+Risk%2C+Markowitz+Method%2C+Portfolio.&rft.publisher=Fakultas+Ekonomi+dan+Bisnis&rft.date=2018-05-09&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F31591%2F1%2FABSTRACT.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F31591%2F2%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F31591%2F3%2FSKRIPSI%2520FULL.pdf&rft.identifier=++ADINDA+SALSABILA+%2C+1411011004++(2018)+VALUE+AT+RISK+AND+EXPECTED+RETURNS+OF+PORTFOLIO+COMPANIES+LISTED+ON+LQ45+INDEX+PERIOD+2013-2016.++Fakultas+Ekonomi+dan+Bisnis%2C+Universitas+Lampung.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F31591%2F